+165.6%
MSFT vs ABNB
+28.0%
+137.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.8% |
| 7D | +2.3% | +11.9% | -9.6% | -0.4% |
| 30D | -0.4% | +12.7% | -13.0% | -3.3% |
| 3M | +5.6% | +1.2% | +4.4% | +4.9% |
| 6M | +29.0% | +32.1% | -3.1% | +19.9% |
| YTD | +10.9% | +37.7% | -26.8% | +1.9% |
| 1Y | +6.2% | +55.5% | -49.3% | -5.2% |
| 3Y | +47.6% | +58.2% | -10.6% | +28.3% |
| 5Y | +67.9% | -2.8% | +70.7% | +49.5% |
| All | +165.6% | +28.0% | +137.6% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ABNB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling